Novel temperature and pH dual-sensitive amphiphilic micelles were fabricated exploiting the host–guest interaction between benzimidazole-terminated PHEMA-g-(PCL-BM) and β-CD-star-PMAA-b-PNIPAM. The fabricated graft copolymer had a brush-like structure with star side chains. The micelles were utilized as dual-responsive nanocarriers and showed the LCST between 40 and 41 °C. The acidic pH promoted the dissociation of the PHEMA-g-(PCL-BM: β-CD-star-PMAA-b-PNIPAM) micelles. DOX.HCl was loaded into the core of the micelles during self-assembly in an aqueous solution with a high encapsulation efficacy (97.3%). The average size of the amphiphilic micelles was about 80 nm, suitable size for the enhanced permeability and retention effect in tumor vasculature. In an aqueous environment, these micelles exhibited very good self-assembly ability, low CMC value, rapid pH- and thermo-responsiveness, optimal drug loading capacity, and effective release of the drug. The biocompatibility was confirmed by the viability assessment of human breast cancer cell line (MCF-7) through methyl tetrazolium assay. DOX-loaded micelles displayed excellent anti-cancer activity performance in comparison with free DOX. Graphical Abstract